In a mixing bowl, whisk together orange juice, lime juice, shallots, garlic, chili powder, cumin and sugar. Pour 1/2 of the mixture into a large, resealable plastic bag, and add the chicken breasts. Seal, and refrigerate for at least 2 hours. Refrigerate the remaining dressing.

Preheat an outdoor grill for medium-high heat. In a large salad bowl, toss romaine lettuce with oranges, celery, and green onions. Set aside.

Lightly oil grate, and place chicken on grill. Discard the marinade from the chicken. Cook for 6-8 minutes each side, or until juices run clear when pierced with a fork. Remove chicken from grill, and slice into thin strips.